-4.5%
SHAK vs FGI
-66.2%
+61.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.4% | -11.5% | -2.2% |
| 7D | -11.0% | +22.8% | -33.8% | -11.3% |
| 30D | -14.0% | +85.9% | -100.0% | -16.1% |
| 3M | +13.3% | +32.4% | -19.1% | +11.2% |
| 6M | -35.3% | +106.3% | -141.7% | -37.3% |
| YTD | -24.0% | +48.4% | -72.4% | -26.0% |
| 1Y | -36.7% | +116.4% | -153.1% | -39.9% |
| 3Y | -5.4% | +9.2% | -14.5% | -8.9% |
| All | -4.5% | -66.2% | +61.6% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling